-14.4%
SMR vs BTDR
+19.4%
-33.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.7% | -19.4% | -16.7% |
| 7D | -11.2% | -3.4% | -7.8% | -10.5% |
| 30D | -10.2% | +32.6% | -42.8% | -17.5% |
| 3M | -10.0% | -32.2% | +22.2% | -1.9% |
| 6M | -30.5% | +52.4% | -82.8% | -38.9% |
| YTD | -39.2% | +6.7% | -45.9% | -42.0% |
| 1Y | -75.5% | -15.2% | -60.3% | -75.4% |
| 3Y | +45.4% | +14.9% | +30.5% | +22.8% |
| All | -14.4% | +19.4% | -33.8% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BTDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling